Add support for Brokerage ActionRequired message type (#9040)

* Add support for Brokerage ActionRequired message type

* Minor syntax check typo fix

Author: Martin-Molinero

Algorithm.Python/ConsolidatorStartTimeRegressionAlgorithm.py

@@ -40,7 +40,7 @@ def bar_handler(self, _, bar):
         if self.time != bar.end_time:
             raise RegressionTestException(f"Unexpected consolidation time {bar.Time} != {Time}!")
 
-        self.debug(f"{self.Time} - Consolidation")
+        self.debug(f"{self.time} - Consolidation")
         expected = self._expectedConsolidationTime.pop()
         if bar.time.time() != expected:
             raise RegressionTestException(f"Unexpected consolidation time {bar.time.time()} != {expected}!")

Common/Brokerages/BrokerageMessageType.cs

@@ -43,6 +43,11 @@ public enum BrokerageMessageType
         /// <summary>
         /// Brokerage disconnected from remote server (4)
         /// </summary>
-        Disconnect
+        Disconnect,
+
+        /// <summary>
+        /// Action required by the user (5)
+        /// </summary>
+        ActionRequired,
     }
-}
+}

Common/Brokerages/DefaultBrokerageMessageHandler.cs

@@ -163,6 +163,11 @@ where exchange.IsOpenDuringBar(
                         _cancellationTokenSource.Cancel();
                     }
                     break;
+
+                case BrokerageMessageType.ActionRequired:
+                    // not supported atm
+                    _algorithm.SetRuntimeError(new Exception("Brokerage requires user action"), Messages.DefaultBrokerageMessageHandler.BrokerageDisconnectedShutDownContext);
+                    break;
             }
         }
 

Engine/Setup/BrokerageSetupHandler.cs

@@ -135,6 +135,7 @@ public IBrokerage CreateBrokerage(AlgorithmNodePacket algorithmNodePacket, IAlgo
 
             // initialize the correct brokerage using the resolved factory
             var brokerage = _factory.CreateBrokerage(liveJob, uninitializedAlgorithm);
+            Composer.Instance.AddPart(brokerage);
 
             return brokerage;
         }